BNP PARIBAS ARBITRAGE/PUT/S&P 500/4400/0.01/20.09.24 Stock BNP PARIBAS ARBITRAGE/PUT/S&P 500/4400/0.01/20.09.24
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Quotes BNP PARIBAS ARBITRAGE/PUT/S&P 500/4400/0.01/20.09.24

Warrant

Z8GMB

NLBNPFR1U8D4

Market Closed - Euronext Paris 15:23:07 21/12/2023 GMT
1.075 EUR +5.91% Intraday chart for BNP PARIBAS ARBITRAGE/PUT/S&P 500/4400/0.01/20.09.24
1 month-25.61%
3 months-51.90%

Performance

1 week+5.91%
1 month-25.61%
3 months-51.90%

Highs and lows

1 week
1.01
Extreme 1.005
1.12
1 month
1.01
Extreme 1.005
1.48

Historical data

DateOpeningHighLowEnd-of-dayVolume

Static data

Product typeWarrants
Buy / SellPUT
Underlying S&P 500
IssuerLogo Issuer BNP Paribas BNP Paribas
Z8GMB
ISINNLBNPFR1U8D4
Date issued 21/08/2023
Strike 4,400 PTS
Maturity 20/09/2024 (81 Days)
Parity 100 : 1
Emission price 2.3 €
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 3.235 €
Lowest since issue 1.005 €
Delta-0.23x
Omega 8.705
Premium10.26x
Gearing37.98x
Moneyness 0.9237
Difference Strike -1,075 PTS
Difference Strike %-24.43%
Spread 0.01 €
Spread %0.87%
Theoretical value 1.145
Implied Volatility 21.59 %
Total Loss Probability 71.26 %
Intrinsic value 0.000000
Present value 1.145
Break even 4,274.57 €
Theta-0.02x
Vega0.11x
Rho-0.08x
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  4. Quotes BNP PARIBAS ARBITRAGE/PUT/S&P 500/4400/0.01/20.09.24